News

Discrete state mean-field games

Martedi' 13 marzo 2012 - Diogo Gomes

ARGOMENTI: Seminari

SEMINARI DI EQUAZIONI DIFFERENZIALI E APPLICAZIONI
Martedi' 13 marzo 2012 alle ore 12:15 in aula 2BC30, Diogo Gomes (Universidade Tecnica de Lisboa) terra' un seminario dal titolo "Discrete state mean-field games".

-Abstract
In this talk we will present an introduction to mean field games, a new research area of study introduced by Caines and his co-workers, and, independently, by Lions and Lasry. Mean field games model situations of competition between large number of rational agents that play non-cooperative dynamic games under certain symmetry assumptions. We start by an introduction to mean-field models for discrete state problems. We will discuss existence, uniqueness as well as applications of contraction and monotonicity properties. Then we will consider N+1 player symmetric games and consider the limit problem as the number of players converges to infinity. The last part of the talk (if time allows) will be dedicated to potential mean-field games, as well as various extensions and results for continuous state space problems.

Rif. int. M. Bardi, P. Mannucci, C. Marchi

Download Seminari di Equazioni Differenziali e Applicazioni

NEWS: Sciopero dei docenti e svolgimento degli esami - L'eventuale astensione riguardera' il primo appello d'esame programmato nel periodo 28 agosto - 31 ottobre 2017. X